+12.9%
VT vs NTAP
+66.4%
-53.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -2.9% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -1.7% | -23.4% | +21.7% | +0.9% |
| 3M | -2.3% | -7.5% | +5.2% | -1.7% |
| 6M | +1.5% | +56.4% | -54.8% | -4.3% |
| YTD | +12.0% | +73.6% | -61.6% | +3.3% |
| 1Y | +12.9% | +68.4% | -55.5% | +4.8% |
| All | +12.9% | +66.4% | -53.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling